SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Jan-2015

Day Change Summary
	Previous	Current
	28-Jan-2015	29-Jan-2015	Change	Change %	Previous Week
Open	204.17	200.38	-3.79	-1.9%	202.40
High	204.29	202.30	-1.99	-1.0%	206.26
Low	199.91	198.68	-1.23	-0.6%	200.17
Close	200.14	201.99	1.85	0.9%	204.97
Range	4.38	3.62	-0.76	-17.4%	6.09
ATR	2.94	2.99	0.05	1.7%	0.00
Volume	168,514,391	173,585,406	5,071,015	3.0%	545,806,321

Daily Pivots for day following 29-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	211.85	210.54	203.98
R3	208.23	206.92	202.99
R2	204.61	204.61	202.65
R1	203.30	203.30	202.32	203.96
PP	200.99	200.99	200.99	201.32
S1	199.68	199.68	201.66	200.34
S2	197.37	197.37	201.33
S3	193.75	196.06	200.99
S4	190.13	192.44	200.00

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	222.07	219.61	208.32
R3	215.98	213.52	206.64
R2	209.89	209.89	206.09
R1	207.43	207.43	205.53	208.66
PP	203.80	203.80	203.80	204.42
S1	201.34	201.34	204.41	202.57
S2	197.71	197.71	203.85
S3	191.62	195.25	203.30
S4	185.53	189.16	201.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	206.10	198.68	7.42	3.7%	2.68	1.3%	45%	False	True	137,134,159
10	206.26	198.55	7.71	3.8%	2.90	1.4%	45%	False	False	150,245,371
20	208.19	198.55	9.64	4.8%	2.92	1.4%	36%	False	False	155,805,461
40	212.97	197.86	15.11	7.5%	2.62	1.3%	27%	False	False	148,159,470
60	212.97	197.86	15.11	7.5%	2.12	1.1%	27%	False	False	126,692,851
80	212.97	181.92	31.05	15.4%	2.29	1.1%	65%	False	False	138,599,825
100	212.97	181.92	31.05	15.4%	2.19	1.1%	65%	False	False	133,339,163
120	212.97	181.92	31.05	15.4%	2.02	1.0%	65%	False	False	123,477,136

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.73
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	217.69
2.618	211.78
1.618	208.16
1.000	205.92
0.618	204.54
HIGH	202.30
0.618	200.92
0.500	200.49
0.382	200.06
LOW	198.68
0.618	196.44
1.000	195.06
1.618	192.82
2.618	189.20
4.250	183.30

Fisher Pivots for day following 29-Jan-2015
Pivot	1 day	3 day
R1	201.49	201.82
PP	200.99	201.65
S1	200.49	201.49

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These figures are updated between 7pm and 10pm EST after a trading day.

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